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Symphonies
Test IBKR Fees
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, equal-weight rotation into the four weakest-m momentum ETFs (out of 14), using a 2-day RSI to pick assets, including leveraged long/short options and bonds, with the goal of testing IBKR trading costs and turnover.
NutHow it works
A daily, equal-weight, RSI-based four-position rotation among a broad ETF universe. Steps: (1) evaluate RSI over the last 2 days for all assets; (2) pick the four assets with the lowest RSI (weakest recent momentum); (3) allocate 25% to each of the four; (4) rebalance daily. Includes a mix of 3x leveraged, 2x leveraged, inverse, and traditional bond/treasury ETFs. Caution: high risk and high turnover.
CheckmarkValue prop
Active satellite strategy: daily equal-weight rotation into 4 weak-momentum ETFs (incl. leverage/bonds). Lower beta (~0.55) offers diversification; OOS return ~19% vs SPY ~20% with a framework to test costs and turnover in real markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.110.480.030.19
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
674.23%13.66%-1.77%0.2%0.83
Test IBKR Fees
289.5%8.88%8.66%14.27%0.41
Initial Investment
$10,000.00
Final Value
$38,949.68
Regulatory Fees
$1,171.28
Total Slippage
$4,829.74
Invest in this strategy
OOS Start Date
Dec 1, 2022
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, momentum rotation, short-term trading, cost-testing
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPXS
Direxion Daily S&P 500 Bear 3x ETF
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

"Test IBKR Fees" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Test IBKR Fees" is currently allocated toSPXS, SOXS, QIDandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Test IBKR Fees" has returned 22.99%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Test IBKR Fees" is 35.75%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in "Test IBKR Fees", simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, and options.